Large deviations of heavy-tailed random sums with applications in insurance and finance
From MaRDI portal
Publication:4358581
Recommendations
Cited in
(only showing first 100 items - show all)- Precise large deviations for sums of random vectors in a multidimensional size-dependent renewal risk model
- Asymptotic bounds for precise large deviations in a compound risk model under dependence structures
- Precise large deviations for the prospective-loss process
- Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails
- Large deviations for random sums of differences between two sequences of random variables with applications to risk theory
- Large deviations for sum of UEND andφ-mixing random variables with heavy tails
- Precise large deviations of aggregate claims in a risk model with size dependence and non stationary arrivals
- Precise large deviations for a customer-based individual risk model
- Precise large deviations for sums of random variables with consistently varying tails
- Web renewal counting processes and their applications in insurance
- Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations
- Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models
- Precise large deviations of aggregate loss process in a risk model based on the policy entrance process
- Precise large deviations of aggregate claims in a discrete-time risk model with Poisson ARCH claim-number process
- Large deviations for random sums of negatively dependent random variables with consistently varying tails
- Precise large deviations for sums of random variables with consistent variation in dependent multi-risk models
- scientific article; zbMATH DE number 7621136 (Why is no real title available?)
- Precise large deviations for aggregate claims in a multidimensional risk model with arbitrarily dependent claims and accident-arriving times
- The exponential moment tail of inhomogeneous renewal process
- Precise large deviations for random sums of END random variables with dominated variation
- Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times
- Strong laws for weighted sums of m-extended negatively dependent random variables and its applications
- Gumbel and Fréchet convergence of the maxima of independent random walks
- Lindeberg's method for moderate deviations and random summation
- Precise deviations for Cox processes with a shot noise intensity
- Precise large deviations for strong subexponential distributions and applications on a multi risk model
- Precise large deviations in a non stationary risk model with arbitrary dependence between subexponential claim sizes and waiting times
- Large deviations and asymptotic methods in finance
- Precise large deviation results for sums of sub-exponential claims in a size-dependent renewal risk model
- Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model
- Large deviation estimates involving deformed exponential functions
- Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times
- Large-deviation probabilities for maxima of sums of subexponential random variables with application to finite-time ruin probabilities
- Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails
- Precise large deviations for non-centralized sums of partial sums and random sums of heavy-tailed END random variables
- The application for local precise large deviation probability of random sums
- Approximating the moments of marginals of high-dimensional distributions
- Precise large deviations for generalized dependent compound renewal risk model with consistent variation
- Precise large deviation for sums of sub-exponential claims with the \(m\)-dependent semi-Markov type structure
- Second order corrections for the limits of normalized ruin times in the presence of heavy tails
- Large deviations results for subexponential tails, with applications to insurance risk
- Critical fluctuations in renewal models of statistical mechanics
- Markov chain Monte Carlo for computing rare-event probabilities for a heavy-tailed random walk
- A large deviation result for aggregate claims with dependent claim occurrences
- Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes
- Precise local large deviations for heavy-tailed random sums with applications to risk models
- A contribution to large deviations for heavy-tailed random sums
- Large deviations for heavy-tailed random sums in compound renewal model
- Precise large deviation results for the total claim amount under subexponential claim sizes
- Elementary renewal theorems for widely dependent random variables with applications to precise large deviations
- Limit distributions for compounded sums of extreme order statistics
- A property of the renewal counting process with application to the finite-time ruin probability
- Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model
- Precise large deviations for sums of random vectors with dependent components of consistently varying tails
- Large deviations of heavy-tailed random sums in the risk models
- Lower bounds of large deviation for sums of long-tailed claims in a multi-risk model
- Asymptotic results for the sum of dependent non-identically distributed random variables
- Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times
- Precise large deviations for random sums of END real-valued random variables with consistent variation
- Precise large deviations for sums of independent random variables with consistently varying tails
- Precise large deviations for sums of WUOD and \(\phi\)-mixing random variables with dominated variation
- scientific article; zbMATH DE number 2104322 (Why is no real title available?)
- Finite Time Ruin Probability of the Compound Renewal Model with Constant Interest Rate and Weakly Negatively Dependent Claims with Heavy Tails
- Large deviations for randomly weighted sums with dominantly varying tails and widely orthant dependent structure
- Precise large deviations for aggregate claims
- Precise large deviations of aggregate claim amount in a dependent renewal risk model
- Precise large deviations of aggregate claims in a compound size-dependent renewal risk model
- Precise large deviation for the difference of two sums of random variables
- Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims
- Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
- Precise large deviations of aggregate claims in a risk model with regression-type size-dependence
- Moderate deviations for random sums of heavy-tailed random variables
- Precise large deviations for sums of claim-size vectors in a two-dimensional size-dependent renewal risk model
- A sharp inequality for the tail probabilities of sums of i.i.d. r.v.'s with dominatedly varying tails
- The general principle for precise large deviations of heavy-tailed random sums
- Precise large deviations for the difference of two sums of WUOD and non identically distributed random variables with dominatedly varying tails
- Pricing catastrophe insurance products based on actually reported claims
- Precise large deviations of aggregate claims in bidimensional risk model with dependence structures
- Precise large deviations for the difference of two sums of END random variables with heavy tails
- Precise large deviations of aggregate claims in a size-dependent renewal risk model
- Precise large deviations for sums of negatively dependent random variables with common long-tailed distributions
- Asymptotic behaviour of the finite-time ruin probability in renewal risk models
- Precise Large Deviations for the Actual Aggregate Loss Process
- Several properties of a nonstandard renewal counting process and their applications
- Lower and upper bounds of large deviation for sums of subexponential claims in a multi-risk model
- Comment on the work of Zhang et al. ``Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process
- Quantitative bounds for large deviations of heavy tailed random variables
- Precise large deviations for compound random sums in the presence of dependence structures
- Inference for Heavy-Tailed Data Analysis
- Precise large deviations for dependent random variables with applications to the compound renewal risk model
- Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model
- Some large deviation results for generalized compound binomial risk models
- Precise large deviations of random sums in presence of negative dependence and consistent variation
- Longevity bond premiums: the extreme value approach and risk cubic pricing
- Precise large deviations for sums of two-dimensional random vectors with dependent components of heavy tails
- Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims
- Ruin probability of the renewal model with risky investment and large claims
- Precise large deviation results for heavy-tailed random sums and applications to risk theory
- Large deviations for generalized compound Poisson risk models and its bankruptcy moments
- Finite time ruin probabilities and large deviations for generalized compound binomial risk models
This page was built for publication: Large deviations of heavy-tailed random sums with applications in insurance and finance
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4358581)
